The Boston-born Irish Catholic will sometimes even go to church twice on Sunday.

"If the kids are good, I'll have doughnuts for them at 6:30 in the morning, and I'll say, 'You guys gotta let Mommy sleep in!' I'll go to church at 7:30 and everybody will be eating breakfast when I come home," he said. "Then we'll go to church again at 10:30, if things aren't too hectic. Or if one of the kids has a game we'll watch them play. It's a nice family day."

Wahlberg and his model wife Rhea Durham have four children under the age of 10, and Wahlberg is just like one of the boys when it comes to playing with Lego.

"My sons and I thoroughly enjoy Legos," he revealed. "We go to the toy store every week for more. I never want to take what we build apart; I want to put it on a shelf. My wife is starting to get a little annoyed with the Legos lying around."